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A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti; Caldeira, João F. - In: International review of economics & finance : IREF 44 (2016), pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
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Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali - In: Journal of forecasting 35 (2016) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
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Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam; Liao, Yin; Tang, Yusui - In: Journal of forecasting 41 (2022) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
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Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee - In: International review of economics & finance : IREF 64 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
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Financial variables and economic activity in the Nordic countries
Kuosmanen, Petri; Nabulsi, Nasib; Vataja, Juuso - In: International review of economics & finance : IREF 37 (2015), pp. 368-379
Persistent link: https://www.econbiz.de/10011542169
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The term structure of liquidity premia and the macroeconomy in Canada : a dynamic latent-factor approach
Lange, Ronald Henry - In: International review of economics & finance : IREF 57 (2018), pp. 164-182
Persistent link: https://www.econbiz.de/10012033841
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Emerging market local currency sovereign bond yields : the role of exchange rate risk
Gadanecz, Blaise; Miyajima, Ken; Shu, Chang - In: International review of economics & finance : IREF 57 (2018), pp. 371-401
Persistent link: https://www.econbiz.de/10012033884
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Sovereign bond spreads and extra-financial performance : an empirical analysis of emerging markets
Margaretic, Paula; Pouget, Sébastien - In: International review of economics & finance : IREF 58 (2018), pp. 340-355
Persistent link: https://www.econbiz.de/10012034221
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Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: International review of economics & finance : IREF 41 (2016), pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
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Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel; Shraiber, Bentsi - In: International review of economics & finance : IREF 59 (2019), pp. 438-457
Persistent link: https://www.econbiz.de/10012203257